CME Swiss Franc Future March 2025
| Trading Metrics calculated at close of trading on 06-Jan-2025 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2025 |
06-Jan-2025 |
Change |
Change % |
Previous Week |
| Open |
1.1049 |
1.1081 |
0.0032 |
0.3% |
1.1187 |
| High |
1.1099 |
1.1187 |
0.0088 |
0.8% |
1.1192 |
| Low |
1.1045 |
1.1069 |
0.0024 |
0.2% |
1.1032 |
| Close |
1.1087 |
1.1142 |
0.0055 |
0.5% |
1.1087 |
| Range |
0.0055 |
0.0119 |
0.0064 |
117.4% |
0.0160 |
| ATR |
0.0076 |
0.0079 |
0.0003 |
3.9% |
0.0000 |
| Volume |
26,592 |
36,154 |
9,562 |
36.0% |
98,984 |
|
| Daily Pivots for day following 06-Jan-2025 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1488 |
1.1434 |
1.1207 |
|
| R3 |
1.1370 |
1.1315 |
1.1175 |
|
| R2 |
1.1251 |
1.1251 |
1.1164 |
|
| R1 |
1.1197 |
1.1197 |
1.1153 |
1.1224 |
| PP |
1.1133 |
1.1133 |
1.1133 |
1.1146 |
| S1 |
1.1078 |
1.1078 |
1.1131 |
1.1105 |
| S2 |
1.1014 |
1.1014 |
1.1120 |
|
| S3 |
1.0896 |
1.0960 |
1.1109 |
|
| S4 |
1.0777 |
1.0841 |
1.1077 |
|
|
| Weekly Pivots for week ending 03-Jan-2025 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1582 |
1.1494 |
1.1175 |
|
| R3 |
1.1423 |
1.1335 |
1.1131 |
|
| R2 |
1.1263 |
1.1263 |
1.1116 |
|
| R1 |
1.1175 |
1.1175 |
1.1102 |
1.1139 |
| PP |
1.1104 |
1.1104 |
1.1104 |
1.1086 |
| S1 |
1.1016 |
1.1016 |
1.1072 |
1.0980 |
| S2 |
1.0944 |
1.0944 |
1.1058 |
|
| S3 |
1.0785 |
1.0856 |
1.1043 |
|
| S4 |
1.0625 |
1.0697 |
1.0999 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1192 |
1.1032 |
0.0160 |
1.4% |
0.0089 |
0.8% |
69% |
False |
False |
27,027 |
| 10 |
1.1328 |
1.1032 |
0.0296 |
2.7% |
0.0077 |
0.7% |
37% |
False |
False |
22,165 |
| 20 |
1.1580 |
1.1032 |
0.0548 |
4.9% |
0.0080 |
0.7% |
20% |
False |
False |
26,995 |
| 40 |
1.1655 |
1.1032 |
0.0623 |
5.6% |
0.0074 |
0.7% |
18% |
False |
False |
13,697 |
| 60 |
1.1881 |
1.1032 |
0.0849 |
7.6% |
0.0059 |
0.5% |
13% |
False |
False |
9,137 |
| 80 |
1.2130 |
1.1032 |
0.1098 |
9.9% |
0.0056 |
0.5% |
10% |
False |
False |
6,856 |
| 100 |
1.2180 |
1.1032 |
0.1148 |
10.3% |
0.0052 |
0.5% |
10% |
False |
False |
5,487 |
| 120 |
1.2180 |
1.1032 |
0.1148 |
10.3% |
0.0050 |
0.4% |
10% |
False |
False |
4,573 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1691 |
|
2.618 |
1.1497 |
|
1.618 |
1.1379 |
|
1.000 |
1.1306 |
|
0.618 |
1.1260 |
|
HIGH |
1.1187 |
|
0.618 |
1.1142 |
|
0.500 |
1.1128 |
|
0.382 |
1.1114 |
|
LOW |
1.1069 |
|
0.618 |
1.0995 |
|
1.000 |
1.0950 |
|
1.618 |
1.0877 |
|
2.618 |
1.0758 |
|
4.250 |
1.0565 |
|
|
| Fisher Pivots for day following 06-Jan-2025 |
| Pivot |
1 day |
3 day |
| R1 |
1.1137 |
1.1131 |
| PP |
1.1133 |
1.1120 |
| S1 |
1.1128 |
1.1110 |
|